+80.4%
IBM vs NCLH
+38.0%
+42.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.0% | +2.6% | -0.8% |
| 7D | -0.3% | +1.7% | -2.0% | -0.6% |
| 30D | +6.8% | +17.9% | -11.1% | +3.9% |
| 3M | +4.4% | -4.5% | +8.9% | +4.8% |
| 6M | +13.2% | +12.9% | +0.3% | +10.3% |
| YTD | -15.1% | -19.1% | +4.0% | -13.7% |
| 1Y | -20.2% | -4.6% | -15.5% | -20.8% |
| All | +80.4% | +38.0% | +42.4% | +72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NCLH.
Daily Out/Under-Performance
Portfolio return minus NCLH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NCLH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded NCLH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling